Intern / Financial Risk Management

KPMG firms operate in 144 countries and territories, and in FY21, collectively employed more than 236,000 people, serving the needs of business, governments, public-sector agencies, not-for-profits and through KPMG firms' audit and assurance practices, the capital markets. KPMG is committed to quality and service excellence in all that we do, bringing our best to clients and earning the public's trust through our actions and behaviors both professionally and personally.

What we do:

Financial Risk Management Group is providing consulting services in the areas of financial risk modelling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.

 Requirements:

• Master degree in Quantitative Finance, Data Science Economic cybernetics, Econometrics, Mathematics, Physics;
• Knowledge of financial products and risk-management techniques (credit scoring, value at risk etc);
• Strong analytical skills and ability to structure problems;
• Intermediate English, fluent Ukrainian;
• Strong communication and social skills;
• High motivation, creativity and team player
• Advanced processing data in MS Excel is a must
• Programming skills (SQL, R, Python) are a plus
• Experience in Risk-management / Finance in banks / fintech / insurance companies / consulting or software vendor focused on financial industry will be a significant advantage

Tasks within FRM (examples):

• Modelling in MS Excel / R / Python of PD, LGD models, stress-testing; market risks measurement models
• Model Validation
• Development of credit scoring / rating models
• Development of quantitative financial risk measurement methodologies;
• Validation of client's financial instrument pricing methodologies;
• Valuation of complex financial instruments held by clients

What we offer:

• Entry level position in Financial Risk Management team, part of KPMG's Advisory practice;
• Member of FRM project teams at the client;
• Support the project leaders in the operative project work (e.g., running analysis on data, assessment and development of quantitative financial risk assessment methodologies; writing of single slides, interview with member of clients' project team, documentation);